Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50741.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45194.29 Kr¶

PnL: ---------------------------------------> -383.3 Kr¶

DD now: ---------------------------------> -4.478 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:16:37.842509'

Anic Portfolio¶

Today¶

Return: -0.019 %¶

This Week¶

Return: -0.019 %¶

Total portfolio value¶

Return including deposits: 66.115 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Hexatronic Group 15 3.650000 1089.300000 21.600000 2.020000 1067.700000
Orrön Energy 170 -2.380000 2057.000000 16.150000 0.790000 2040.850000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
HEXPOL B 8 -0.170000 963.200000 8.000000 0.840000 955.200000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
Hennes & Mauritz B 6 -0.680000 914.040000 4.080000 0.450000 909.960000
BHG Group 109 -5.160000 1422.450000 3.270000 0.230000 1419.180000
SKF B 5 -1.060000 981.000000 3.000000 0.310000 978.000000
Latour B 4 -2.770000 856.400000 2.400000 0.280000 854.000000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -8.110000 145.000000 -2.500000 -1.690000 147.500000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
JM 7 -1.820000 944.300000 -3.500000 -0.370000 947.800000
Catena 2 -0.250000 800.000000 -3.600000 -0.450000 803.600000
Byggmax Group 33 -1.950000 960.960000 -3.960000 -0.410000 964.920000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
BioGaia B 8 -2.620000 893.600000 -8.800000 -0.980000 902.400000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
EQT 4 -2.890000 860.000000 -10.800000 -1.240000 870.800000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
OX2 12 -4.680000 891.600000 -15.000000 -1.650000 906.600000
Hoist Finance 36 -0.900000 990.000000 -18.000000 -1.790000 1008.000000
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Balco Group 39 -1.270000 1821.300000 -53.700000 -2.860000 1874.999997
Sedana Medical 93 -2.340000 2639.340000 -344.240000 -11.540000 2983.577733
TOTAL 45194.290000 -383.300000 -4.47802% 45577.591729

Updated:¶

'2023-06-19 14:16:55.089266'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶